Health checker for Qlib Data

🌟 Feature Description

A lot of users encountered data errors when integrating their own data. If Qlib can provide a health checker to help users automatically check the heath of Qlib data.

For example,

• https://github.com/microsoft/qlib/issues/785

Motivation

1. Application scenario
2. Related works (Papers, Github repos etc.):
3. Any other relevant and important information:

Alternatives

Additional Notes